+140.8%
AEIS vs ALM
+441.7%
-300.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +8.1% | +3.2% | +10.4% |
| 7D | +1.0% | +0.7% | +0.2% | +1.0% |
| 30D | -24.0% | -26.1% | +2.0% | -21.6% |
| 3M | -32.5% | -38.1% | +5.6% | -29.4% |
| 6M | -38.6% | -55.4% | +16.8% | -34.4% |
| YTD | +4.8% | -0.4% | +5.2% | +6.6% |
| 1Y | +1.3% | +25.4% | -24.0% | +1.6% |
| 3Y | +159.2% | +907.8% | -748.5% | +128.2% |
| 5Y | +140.8% | +440.2% | -299.4% | +118.3% |
| All | +140.8% | +441.7% | -300.9% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling